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ADVANCED TRADING RULES
Advanced Trading RulesTo order this title, and for more information, click here
Second Edition

Edited By
Emmanual Acar, Proprietary Trader, BZW
Stephen Satchell, Reader in Financial Econometrics at Trinity College, Cambridge

Included in series
Quantitative Finance,

Description
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets. 'Advanced Trading Rules' demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail. Profit from this book by understanding how to use: * stochastic properties of trading strategies * technical indicators * neural networks * genetic algorithms * quantitative techniques * charts Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance.

Audience
Financial markets professionals - Financial Traders, Financial Analysts, Investment/Pension Fund Managers.

Contents
Technical trading rules; Mean variance analysis; Expected returns; Moving average trading rules; Distribution of directional strategies; Exchange Rate prediction; Foreign exchange markets; Informative spillovers in the currency markets; Stop-loss rules; Technical trading rules for S&P 500 futures; Commodity trading advisors; BAREP futures funds.

Bibliographic details
Hardbound, 449 pages, publication date: MAY-2002
ISBN-13: 978-0-7506-5516-3
ISBN-10: 0-7506-5516-X
Imprint: BUTTERWORTH HEINEMANN

Price and Ordering
Price:
USD 138
GBP 77
EUR 113
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Last update: 26 Sep 2008
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